The following pages link to (Q3735866):
Displaying 29 items.
- Recursiveness vs. interdependence in econometric models: A comprehensive analysis for the linear case (Q145817) (← links)
- Distribution and percentage points of the likelihood ratio statistic for testing circular symmetry (Q956990) (← links)
- Shift permutation invariance in linear random factor models (Q1019538) (← links)
- On some properties of positive definite Toeplitz matrices and their possible applications (Q1112144) (← links)
- Optimal tests for nested designs with circular stationary dependence (Q1333106) (← links)
- Practical considerations of the jackknife estimator of variance for generalized estimating equations (Q1381208) (← links)
- Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses (Q1595141) (← links)
- On an eigenvalue property relevant in correspondence analysis and related methods (Q1595161) (← links)
- Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation (Q1805781) (← links)
- Iterative weighted least-squares estimates in a heteroscedastic linear regression model (Q1869073) (← links)
- Extreme eigenfunctions of adjacency matrices for planar graphs employed in spatial analyses (Q1881069) (← links)
- Group decision-making and the analytic hierarchy process: Exploring the consensus-relevant information content (Q1906946) (← links)
- On maximin designs for correlated observations (Q1916159) (← links)
- On properties of Toeplitz-type covariance matrices in models with nested random effects (Q2062399) (← links)
- Generating unfavourable VaR scenarios under Solvency II with patchwork copulas (Q2063751) (← links)
- Identifiability of nonlinear logistic test models (Q2511843) (← links)
- Design of biased random walks on a graph with application to collaborative recommendation (Q2669314) (← links)
- Lower Bounds for the Efficiency of Designs with Respect to the<i>D</i>-Criterion when the Observations are Correlated (Q2785879) (← links)
- Classification Rules under Autoregressive and General Circulant Covariance (Q3064073) (← links)
- The geometry of 2-block partial least squares regression (Q3135660) (← links)
- On upper bounds for the characteristic values of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions (Q3203864) (← links)
- A class of rectangle-screened multivariate normal distributions and its applications (Q3462128) (← links)
- Principal components in econometrics (Q3474033) (← links)
- Perron-frobenius-type theorems for tridiagonal operators (Q4006078) (← links)
- ESTIMATION OF FAMILIAL CORRELATIONS UNDER AUTOREGRESSIVE CIRCULAR COVARIANCE (Q4540690) (← links)
- Existence of (cheap) minimal norm controllers (Q4729703) (← links)
- A note on the determinants and eigenvalues of distance matrices (Q4729916) (← links)
- A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
- Hypothesis testing in multivariate normal models with block circular covariance structures (Q6068488) (← links)
